+103.2%
CB vs AEE
+52.8%
+50.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | +2.1% | -1.8% | -0.5% |
| 30D | +9.1% | +11.4% | -2.3% | +4.7% |
| 3M | +3.4% | +5.0% | -1.6% | +1.5% |
| 6M | +14.1% | +4.4% | +9.7% | +12.0% |
| YTD | +18.0% | +15.4% | +2.6% | +11.4% |
| 1Y | +30.1% | +13.8% | +16.4% | +23.5% |
| 3Y | +71.8% | +58.0% | +13.8% | +45.4% |
| All | +103.2% | +52.8% | +50.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling